add flt_data doc

2026-07-03 19:10:58 +08:00 · 2021-05-07 12:56:58 +00:00
parent bec65ddf94
commit 08edb92461
1 changed files with 5 additions and 0 deletions
--- a/qlib/data/dataset/init.py
+++ b/qlib/data/dataset/init.py
@@ -272,6 +272,11 @@ class TSDataSampler:
                ffill with previous sample
            ffill+bfill:
                ffill with previous samples first and fill with later samples second
+        flt_data : pd.Series
+            a column of data(True or False) to filter data.
+            None:
+                kepp all data
+
        """
        self.start = start
        self.end = end